+96.9%
AU vs GPC
+1.0%
+96.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | -3.6% | +1.2% | -4.8% | -4.1% |
| 30D | +23.9% | +6.0% | +17.9% | +21.0% |
| 3M | +19.1% | +42.6% | -23.5% | +0.9% |
| 6M | -0.2% | +22.8% | -22.9% | -12.1% |
| YTD | +32.5% | +15.5% | +17.0% | +18.5% |
| 1Y | +96.9% | +2.0% | +94.9% | +80.7% |
| All | +96.9% | +1.0% | +96.0% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling